-5.3%
CI vs FBTC
+62.5%
-67.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -2.0% | +1.5% | -3.6% | -2.0% |
| 30D | -1.8% | +20.7% | -22.5% | -1.9% |
| 3M | -4.2% | +23.7% | -27.9% | -4.3% |
| 6M | +2.7% | +15.0% | -12.3% | +2.6% |
| YTD | +1.9% | -10.5% | +12.4% | +1.9% |
| 1Y | -6.3% | -30.3% | +24.0% | -5.9% |
| All | -5.3% | +62.5% | -67.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FBTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling